WLM won't close when using the "X" at the extreme right upper corner (the normal close).   Neither will the WLM screen minimize.  The screen remains just as it was after you have finished reading/sending mail.  Windows Task Manager shows that WLM is NOT running -- even though the screen remains up.  Clicking on various parts of the WLM screen result in blue highlights of various functions, but nothing else seems to happen.

Starting another application from the taskbar (such as Firefox) results in normal operation.  The WLM screen disappears, and the new application screen appears.  In other words, everything works fine except that you must close the WLM screen manually.  It seems as though the screen simply doesn't refresh on closing.  This isn't a world-shaking issue, but it is a bit of a nuisance.

I'm running Windows 7 Professional with the Classic Shell, and have no other problems with WLM.